+22.2%
ALAB vs MCO
-7.2%
+29.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.9% |
| 7D | +0.6% | -7.3% | +7.9% | -2.3% |
| 30D | -8.8% | -1.7% | -7.1% | -9.3% |
| 3M | -14.0% | +3.9% | -17.9% | -12.7% |
| 6M | +144.3% | +3.8% | +140.5% | +147.5% |
| YTD | +71.0% | -7.9% | +78.9% | +65.9% |
| All | +22.2% | -7.2% | +29.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling